Adaptive Estimation in Time Series Regression Models with Heteroskedasticity of Unknown Form

Authors
Javier Hidalgo
Citation
Javier Hidalgo, Adaptive Estimation in Time Series Regression Models with Heteroskedasticity of Unknown Form, Econometric theory, 8(02), 1992, pp. 161
Journal title
Econometric theory → ACNP
ISSN journal
02664666
Volume
8
Issue
02
Year of publication
1992
Database
ICR
SICI code
0266-4666(1992)8:02<161:AEITSR>2.0.ZU;2-6